scholarly journals Relationship Between Cost Efficiency and Stock Price: Evidence from Bangladeshi Commercial Banks

2021 ◽  
Vol 8 (2) ◽  
pp. 1
Author(s):  
Chinmoy Das Gupta
Keyword(s):  
Stock Prices ◽  
Cost Efficiency ◽  
Commercial Banks ◽  
Stock Price ◽  
Stock Exchange ◽  
Stochastic Frontier ◽  
Efficiency Score ◽  
Share Prices ◽  
Cost Efficient ◽  
The Cost

This paper employs Stochastic Frontier Approach (SFA) and Data Envelopment Analysis (DEA) to measure cost efficiency score of 30 listed private commercial banks in Dhaka Stock Exchange (DSE) and finds its influence on stock prices. Results suggest that, there is a significant impact of changes in share prices on the cost efficiency score. This suggests, those banks are most cost efficient, they are able to generate more return for their stockholder than those of inefficient banks. 

scholarly journals Privatization and Profit Efficiency: Evidence from Commercial Banks of Pakistan

2018 ◽  
Vol 8 (1) ◽  
pp. 1-14
Author(s):  
Samina Sabir ◽  
Abdul Qayyum
Keyword(s):  
Commercial Banks ◽  
Banking Sector ◽  
Random Effect ◽  
Stochastic Frontier ◽  
Efficiency Score ◽  
Foreign Banks ◽  
Profit Efficiency ◽  
Cost Efficient ◽  
Domestic Banks ◽  
The Cost

This paper investigates the profit efficiency of commercial banks where the banking sector has completed more than two decade of changeover from nationalization policy to privatization and restructuring policy by employing stochastic frontier true effect and true random effect models. Intermediation approach has been used to choose input and output variables of banks. A balanced panel data of 22 commercial banks of Pakistan over the period 1995-2014 have been used for the empirical analysis. The paper found that commercial banks are on average 73% profit efficient. However foreign banks report high profit efficiency score followed private domestic banks and then state owned banks. We also compared the cost and profit efficiency of commercial banks and found that commercial banks are more cost efficient than profit efficient.

scholarly journals Cost efficiency of the Czech and Slovak banking sectors: an application of the data envelopment analysis

2016 ◽  
Author(s):  
Iveta Palecková
Keyword(s):  
Data Envelopment Analysis ◽  
Cost Efficiency ◽  
Commercial Banks ◽  
Banking Sector ◽  
Banking Industry ◽  
Returns To Scale ◽  
Data Envelopment ◽  
Cost Efficient ◽  
The Cost ◽  
Variable Returns To Scale

The aim of the paper is to estimate the cost efficiency of the Czech and Slovak commercial banks within the period 2010-2014. For empirical analysis the Data Envelopment Analysis input-oriented model with variable returns to scale is applied on the data of the commercial banks. The intermediation approach is adopted to define the inputs and outputs. The Czech commercial banks are more cost efficient than Slovak commercial banks. The development of average cost efficiency is similar in the Czech and Slovak banking industry. The most efficient Czech banks are Ceská sporitelna and Sberbank in the Czech banking sector, the most efficient Slovak bank is Privatbanka with 100% efficiency.

scholarly journals Pengaruh NPM, ROA, ROE terhadap Harga Saham pada Perusahaan LQ45

2020 ◽  
Vol 30 (5) ◽  
pp. 1258
Author(s):  
Kannia Aulia Sahari ◽  
I Wayan Suartana
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Fundamental Analysis ◽  
Share Prices ◽  
Research Population ◽  
Profitability Ratios

The purpose of this study is to determine the movement of stock prices, namely fundamental analysis where profitability ratios are often used in fundamental analysis, namely NPM, ROA and ROE This research was conducted on companies incorporated in the 2014-2018 LQ45 index on the Indonesia Stock Exchange. The research population is 68 companies. Samples were selected using a purposive sampling technique so that the number of samples obtained was 26 companies and the number of observations over 5 years was 130 observations. Data analysis techniques using multiple linear regression analysis. Based on the results of this analysis show that NPM and ROA have no effect on stock prices so that they are unable to increase share prices in companies incorporated in the LQ45 index, while ROE affects stock prices so the higher the ROE level the higher the stock prices at companies incorporated in the LQ45 index. Keywords: NPM; ROA; ROE; Stock Price.

scholarly journals Stock price reaction to cash dividend announcements in Vietnam

2017 ◽  
Vol 24 (02) ◽  
pp. 74-89
Author(s):  
Truong Nguyen Xuan ◽  
Huong Dao Mai ◽  
Anh Nguyen Thi Van
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Cash Dividend ◽  
Share Prices ◽  
Price Reaction ◽  
Cumulative Abnormal Returns ◽  
Stock Price Reaction ◽  
The Uk

This study attempts to investigate the stock price reaction to divi-dend announcements using data of Vietnamese listed firms on Hochiminh Stock Exchange (HOSE). Standard event study meth-odology has been employed on a sample of 198 cash dividend an-nouncements made in 2011. The results show that stock prices react significantly and positively to the announcements of cash dividends, including both dividend increasing and dividend decreasing events. It is also plausible that cumulative abnormal returns exhibit an in-creasing trend before announcement yet a decreasing trend after announcement dates. More specifically, we find positively signifi-cant cumulative abnormal returns of around 1.03% on announce-ment dates; other larger windows also demonstrate positive abnor-mal returns of around 1.3%. In addition, cash dividends have differ-ent effects on share prices of firms from different industries. These results support the signaling hypothesis and are also consistent with prior findings of empirical research done on more developed mar-kets, i.e. the US and the UK.

scholarly journals LISTING OF SHARES OF SOME COMMERCIAL BANKS AND FINANCIAL SERVICES COMPANIES IN POLAND

2018 ◽  
pp. 43-51
Author(s):  
Sławomir Juszczyk
Keyword(s):  
Stock Prices ◽  
Financial Services ◽  
Commercial Banks ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Strongly Correlated ◽  
Stock Price Volatility ◽  
Warsaw Stock Exchange

The purpose of the research was to identify the volatilities of daily quotes of banks and financial services companies listed on Warsaw Stock Exchange in the six-year period ie 2011-2016. It was found that the volatility of the stock price of the eCard was the strongest correlated with BPH stock price volatility, while the volatility of KREDYTIN stock prices was strongly correlated with the volatility of BZ WBK shares, ING and PKO BP. The strongest correlation between the stock prices of banks and the surveyed financial services companies was on the day of their listing. Unlike banks, financial services companies are highly diversified.

Analysis of Gradient Descent Optimization Techniques with Gated Recurrent Unit for Stock Price Prediction: A Case Study on Banking Sector of Nepal Stock Exchange

2019 ◽  
Vol 24 (2) ◽  
pp. 17-21
Author(s):  
Arjun Singh Saud ◽  
Subarna Shakya
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Gradient Descent ◽  
Banking Sector ◽  
Stock Exchange ◽  
Optimization Techniques ◽  
Future Price ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
The Cost

The stock price is the cost of purchasing a security or stock in a stock exchange. The stock price prediction has been the aim of investors since the beginning of the stock market. It is the act of forecasting the future price of a company's stock. Nowadays, deep learning techniques are widely used for identifying the stock trends from large amounts of past data. This research has experimented two big and robust commercial banks listed in the Nepal Stock Exchange (NEPSE) and compared stock price prediction performance of GRU with three widely used gradient descent optimization techniques: Momentum, RMSProp, and Adam. GRU with Adam is more accurate and consistent approach for predicting stock prices from the present study.

scholarly journals THE INFLUENCE OF USING FUNDAMENTAL AND TECHNICAL ANALYSIS ON SHARE PRICES

2021 ◽  
Vol 5 (2) ◽  
pp. 103-111
Author(s):  
Firdaus Gusti Redha romadi putra ◽  
Eni Wuryani
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Sample Selection ◽  
Technical Analysis ◽  
Share Price ◽  
Return On Assets ◽  
Book Value ◽  
Share Prices ◽  
Food And Beverage

This study aims to determine the effect of the variables contained in fundamental and technical analysis of stock prices. Variables used include Earning Per Share, Return On Assets, Book Value Per Share, Price to Book Value, Past Share Prices, Dup and Ddown. Sample selection uses saturated samples by using all food and beverage companies listed on the Indonesia Stock Exchange in the 2014-2018 period. The data analysis technique used is regression analysis using SPSS 23. The results of the study show that simultaneously all variables affect the stock price. Partially Earning Per Share, Price to Book Value, Past Share Prices, and Ddown have a significant effect on stock prices, while Return On Assets, Book Value Per Share, and Dup have no significant effect on stock prices.

scholarly journals Analysis of Differences in Stock Price and Stock Volume of Trade Before and After Annual Report Award (ARA) Announcement in 2009-2016 in Award Winning Companies Listing In Indonesia Stock Exchange

2020 ◽  
Vol 3 (2) ◽  
pp. 68-78
Author(s):  
Nur Widyawati ◽  
Ratna Ariesta
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Trading Volume ◽  
Sampling Method ◽  
Annual Report ◽  
Stock Exchange ◽  
Share Prices ◽  
Award Winning ◽  
Before And After ◽  
Stock Volume

This study aims to examine whether there are differences in stock prices and trading volume before and after the announcement of the Annual Report Award (ARA) at Award-winning companies. The sample of this research was obtained using purposive sampling method. Based on the existing criteria, 32 companies were obtained as the research sample. Hypothesis testing is done by using paired sample t-tests which were previously tested for normality first on each variable. The results of the study showed that there were no significant differences in share prices and trading volume before and after the announcement of the Annual Report Award (ARA) 2009-2016. Able to change investor decisions in investing  

scholarly journals RASIO PASAR, PROFITABILITAS DAN LIKUIDITAS BERPENGARUH TERHADAP HARGA SAHAM PADA PERUSAHAAN OTOMOTIF DAN KOMPONEN

2020 ◽  
Vol 9 (6) ◽  
pp. 2167
Author(s):  
Ni Kadek Anggun Pramesthi Dewi Sujata ◽  
Ida Bagus Badjra
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Participant Observation ◽  
Total Sample ◽  
Financial Statement ◽  
Upward Movement ◽  
Sampled Data ◽  
Share Prices ◽  
Observation Methods

Share prices are very important for companies because stock prices are one of the main reasons underlying investors to buy shares as a form of investment in the company. A company's stock price always experiences up or down movements. This upward movement in stock prices can provide benefits for investors. The purpose of this study is to analyze the significance of the effect of Market Ratio, Profitability and Liquidity on stock prices. This research was conducted at Automotive and Component Companies listed on the Indonesia Stock Exchange (BEI) 2016-2018 period. The total sample of this research is 13 companies, with saturated sampling method that is all populations are sampled. Data collection is done by non-participant observation methods, namely through financial statement data published on www.idx.co.id. The results of this study found that Market, Profitability and Liquidity Ratios have a significant effect on stock prices. Keywords: Market Ratios, Profitability, Liquidity and Stock Prices

scholarly journals PENGARUH KINERJA KEUANGAN TERHADAP HARGA SAHAM (STUDI KASUS PADA PERUSAHAAN MANUFAKTUR SUBSEKTOR FOOD AND BEVERAGE YANG TERDAFTAR DI BEI PERIODE 2013-2017)

2020 ◽  
Vol 7 (1) ◽  
Author(s):  
Mohamad S. E. Dingkol ◽  
Sri Murni ◽  
Joy E. Tulung
Keyword(s):  
Stock Prices ◽  
Stock Price ◽  
Stock Exchange ◽  
Rapid Development ◽  
Positive Influence ◽  
Company Performance ◽  
Financial Ratio ◽  
Share Prices ◽  
Beverage Industry ◽  
Food And Beverage

The rapid development of the Indonesia Stock Exchange (IDX) currently cannot shift the role of investors conducting transactions on the IDX, through the capital market which is a liaison between investors (those who have funds) and companies (those who need long-term funds). Financial ratio analysis can help business people, governments and financial users for the company's financial needs. Types of financial ratios that are often used in a company's financial valuation are liquidity ratios, activity ratios, solvency ratios, profitability ratios, and market ratios. Profitability, liquidity, solvency, activities and markets do not have a positive influence on the company's stock price. Liquidity, solvency, activities and markets do not have a significant effect on stock prices. Profitability has a significant influence on stock prices. Food and beverage industry subsectors listed on the Indonesia Stock Exchange (IDX) need to increase share prices. Improve and focus company performance on strategies that can be used in managing finances before specifically for liquidity, solvency, activity and market performance.Keywords :  financial performance, profitability, liquidity, solvency, activities, markets, stock prices

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